Anic Equity¶

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Total return since start: 0.692 %¶

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Equity now: -----------------------------> 51682.84 Kr¶

Max Equity ever reached: ------------> 51944.38 Kr¶

Portfolio value: --------------------------> 48483.78 Kr¶

PnL: ---------------------------------------> -603.79 Kr¶

DD now: ---------------------------------> -0.504 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-31 17:03:03.748969'

Anic Portfolio¶

This Week¶

Return: 8.745 %¶

Total¶

Return: 69.198 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 54 0.640000 3402.000000 222.000000 6.980000 3180.000006
HMS Networks 2 -0.770000 776.000000 103.000000 15.300000 673.000000
Fasadgruppen Group 38 2.590000 4218.000000 77.000000 1.860000 4140.999992
Nordea Bank Abp 29 -0.260000 3525.820000 71.820000 2.080000 3453.999992
MedCap 2 0.430000 465.000000 44.000000 10.450000 421.000000
SAAB B 8 -0.300000 3416.800000 39.800000 1.180000 3377.000000
HEBA B 70 -1.800000 2674.000000 38.000000 1.440000 2636.000010
Resurs Holding 22 0.360000 611.160000 37.160000 6.470000 573.999998
Swedbank A 3 1.700000 601.050000 37.050000 6.570000 564.000000
AcadeMedia 12 -0.650000 590.640000 33.640000 6.040000 557.000004
Samhällsbyggnadsbo. i Norden B 20 -0.780000 380.100000 25.100000 7.070000 355.000000
Intrum 4 0.590000 542.600000 15.600000 2.960000 527.000000
OEM International B 7 -1.530000 540.400000 12.400000 2.350000 527.999997
Norva24 Group 16 -0.350000 553.280000 10.280000 1.890000 543.000000
Eastnine 4 -0.630000 500.800000 9.800000 2.000000 491.000000
Karnov Group 9 -0.500000 540.900000 4.900000 0.910000 536.000004
Fastighetsbolag. Emilshus Pref 21 -1.820000 565.950000 3.950000 0.700000 562.000005
Creaspac SPAC 6 -0.100000 579.600000 2.600000 0.450000 577.000002
Coor Service Management Hold. 8 0.530000 534.000000 2.000000 0.380000 532.000000
Securitas B 6 -1.260000 571.800000 1.800000 0.320000 570.000000
Samhällsbyggnadsbo. i Norden D 12 -0.190000 246.240000 0.240000 0.100000 246.000000
Handelsbanken A 5 0.370000 545.250000 -0.750000 -0.140000 546.000000
Midsona B 63 -3.280000 575.820000 -7.180000 -1.230000 582.999984
Sampo Oyj SDB 7 0.180000 3839.500000 -10.500000 -0.270000 3850.000000
Corem Property Group B 59 -2.640000 566.110000 -10.890000 -1.890000 576.999999
Boozt 12 -0.880000 1630.800000 -23.200000 -1.400000 1653.999996
Essity B 2 -0.650000 546.400000 -27.600000 -4.810000 574.000000
International Petroleum Corp. 5 -1.840000 560.000000 -34.570000 -5.810000 594.565215
CTEK 13 -1.900000 496.860000 -37.140000 -6.960000 533.999999
Essity A 4 -0.900000 1098.000000 -51.000000 -4.440000 1149.000000
Vivesto 1368 -1.200000 560.880000 -52.120000 -8.500000 612.999432
Beijer Electronics Group 27 -0.710000 3018.600000 -65.400000 -2.120000 3083.999994
OX2 22 -0.740000 1768.800000 -220.200000 -11.070000 1989.000002
Axfood 15 0.410000 4062.000000 -238.000000 -5.530000 4300.000005
Ovzon 64 -2.220000 3379.200000 -616.800000 -15.440000 3996.000000
TOTAL 48484.360000 -603.210000 -0.50238% 49087.564636

Updated:¶

'2023-01-31 17:02:06.716610'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶